Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 2 4 303 0 4 15 1,477
A complementary test for ADF test with an application to the exchange rates returns 0 0 1 226 1 2 14 1,245
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 0 0 31 1 2 4 99
An overview on various ways of bootstrap methods 0 0 0 0 2 3 4 4
Are Asian Real Exchange Rates Stationary? 0 0 2 408 0 0 9 1,010
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 1 1 1 192 1 1 4 577
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 1 1 5 901 2 4 39 2,532
Calendar anomalies in the Malaysian stock market 1 4 8 346 2 8 27 1,064
Day-of-the-week effects in selected East Asian stock markets 0 0 5 188 0 2 12 543
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 2 58 4 5 17 162
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 1 7 93 0 3 25 292
Early warning indicator of economic vulnerability 0 1 17 116 0 4 33 190
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 2 2 7 331
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 1 1 5 725
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 1 5 42 2,217 6 22 122 7,419
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 1 4 278 1 2 18 1,204
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 2 304 0 2 7 1,602
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 5 1,661 1 4 16 4,357
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 1 1 10 1,203 1 4 35 3,268
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 3 8 46 3,020 8 34 145 10,766
Fisher hypothesis: East Asian evidence from panel unit root tests 1 1 3 99 4 4 11 219
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 1 1 420 0 2 8 1,344
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 2 13 47 209 4 52 285 1,023
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 97 0 5 20 541
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 1 6 476 1 5 26 1,499
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 0 1 3 891
Income convergence: fresh evidence from the Nordic countries 0 0 1 47 1 3 8 146
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 1 90 0 3 10 265
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 1 574 0 0 2 2,153
Is Money Neutral In Stock Market? The Case of Malaysia 0 1 11 74 1 4 25 201
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 3 77 1 3 10 209
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 2 10 82
Linearity and stationarity of South Asian real exchange rates 0 0 2 98 0 3 12 268
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 10 84 0 1 16 230
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 5 15 35 2 15 93 189
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 20 203 2 5 40 522
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 5 127 1 2 11 313
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 2 203 0 2 11 496
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 1 3 484 0 5 11 1,093
On Autoregressive Order Selection Criteria 0 1 2 598 1 3 7 1,655
On Singaporean Dollar and Purchasing Power Parity 0 0 1 238 0 2 9 1,544
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 0 1 2 544
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 270 1 3 17 1,863
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 6 168 5 16 69 1,673
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 5 57 0 3 10 194
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 3 12 0 2 9 54
Real interest rate parity: evidence from East Asian economies relative to China 0 1 5 184 0 2 16 590
Real interest rates equalization: The case of Malaysia and Singapore 0 0 0 205 0 6 23 1,025
Revisiting the Performance of MACD and RSI Oscillators 0 0 13 30 1 2 33 80
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 0 4 18 106 1 6 49 324
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 2 13 112 4 12 57 407
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 1 7 712
Testing nonlinear convergence in Malaysia,1965-2003 0 0 0 62 0 2 7 165
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 1 6 406 2 3 22 1,429
The Predictability of ASEAN-5 Exchange Rates 0 0 2 362 0 1 11 1,031
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 299 0 0 2 775
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 1 169 2 3 12 689
Time series modelling and forecasting of Sarawak black pepper price 1 2 6 164 7 13 45 824
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 3 6 229
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 2 9 1,595 1 12 59 7,499
Total Working Papers 15 66 388 20,757 75 322 1,642 73,857


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 2 10 73 0 5 19 220
Applied International Business Conference 2008 0 0 0 0 0 0 4 15
Are Asian real exchange rates stationary? 0 0 3 128 0 0 14 410
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 0 15 79 1 2 40 197
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 0 0 7 283
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 1 29 0 1 7 85
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 24 3 3 22 164
Day-of-the-week effects in Selected East Asian stock markets 0 2 6 19 1 5 20 74
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 1 6 6 3 8 29 29
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 2 2 0 3 15 15
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 2 33 2 3 9 77
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 2 6 19 63
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 1 7 0 0 7 32
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 2 8 0 3 16 60
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 220 3 9 17 713
Impact of foreign direct investment volatility on economic growth of asean-5 countries 2 8 54 337 4 24 128 817
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 1 1 7 0 1 6 38
Income convergence: fresh evidence from the Nordic countries 0 0 0 15 0 1 6 70
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 3 4 19 550
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 0 1 7 17
Is There Any International Diversification Benefits in ASEAN Stock Markets? 2 2 6 83 2 6 16 301
Is money neutral in stock market? The case of Malaysia 0 1 14 93 0 5 44 292
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 2 8 69 0 3 15 153
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 1 1 40 1 3 11 155
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 0 4 110
Linearity and stationarity of G7 government bond returns 0 0 1 41 0 1 8 135
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 1 1 24 0 1 4 93
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 4 36 670
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 1 6 62 2 3 13 146
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 0 1 10 247
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 0 1 20 1 1 9 87
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 8 0 1 10 45
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 0 0 15 337
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 0 3 12 307
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 3 6 44 1 8 17 124
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 31 0 1 7 148
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 0 0 9 329
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 2 33 0 1 6 117
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 2 8 108 1 4 22 274
Revisiting the Performance of MACD and RSI Oscillators 1 1 14 56 1 6 50 183
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 0 3 5 12
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 0 0 4 207
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 2 10 21 1 6 24 60
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 2 135 0 2 10 600
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 1 1 12 174
Which Lag Length Selection Criteria Should We Employ? 33 65 233 533 102 236 916 2,292
Total Journal Articles 38 95 420 2,597 137 379 1,700 11,527


Statistics updated 2016-09-03